PKA’s CIO on risk transfer and factor investing
Risk30: Low volatility aids and hinders Danish fund
This is the seventh of 10 interviews marking Risk’s 30th anniversary. An introduction to the series – and links to the other articles – is available here.
Denmark leads the world in a number of disciplines. It is a big exporter of insulin, grass seed, wind turbines and small, brightly coloured, interlocking plastic bricks, for example. It is also a big importer of risk positions from the world’s dealers of retail structured products.
Danish pension fund PKA was one of the trailblazers here –
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